+851.5%
DE vs AEIS
+562.2%
+289.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -1.7% |
| 7D | -2.6% | +2.3% | -4.8% | -3.3% |
| 30D | +9.0% | -14.8% | +23.8% | +13.3% |
| 3M | +19.1% | -15.6% | +34.7% | +22.2% |
| 6M | +14.4% | -8.7% | +23.1% | +13.2% |
| YTD | +45.9% | +37.3% | +8.6% | +26.9% |
| 1Y | +43.6% | +80.3% | -36.7% | +13.4% |
| 3Y | +75.9% | +177.9% | -102.1% | +16.0% |
| 5Y | +98.8% | +235.8% | -137.1% | +18.9% |
| All | +851.5% | +562.2% | +289.3% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling